Questions tagged [sensitivity-analysis]

Auxiliary methods intended to check if the outcome of an analysis strongly depends on the model assumptions, preprocessing steps, presence of outliers, etc.

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Can logistic regression be used to analyze sensitivity of a test over time?

I am working with a data sets to compare two clinical tests that yield either a positive result (1) or negative result (0). The clinical tests use EEG responses, so as the testing time increases, the ...
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Problems using 'metaviz' package in R [migrated]

fellow statisticians! I am conducting a meta-analysis, and I discovered that the package metaviz in R is able to build a forest ...
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Best practices for calculating Sobol Indices for time-series data

I'm looking to implement a global sensitivity analysis (GSA) study with what I'll treat as a black-box simulation. My main inspiration is this paper where they use the Sobol indices as their GSA ...
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Sensitivity analysis using R's mice package with multiple missing variables

I am using mice to multiply impute data on a dataset with many variables with missing values. I followed this vignette to do a sensitivity analysis to understand how the imputations are influenced by ...
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Interpretation of regression coefficients after power transform (possibily with polynomial transform and PCA) [duplicate]

In general I standardize my features before regression by subtracting the mean and dividing by unit variance: $$ \hat{X} = \frac{X - \bar{X}}{Var(X)}$$ With this basic standardization, interpreting ...
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How to do ANOVA analysis for therapeutic biomarker screening for drug sensitivity

I am new to Bioinformatics. The graph below (from GDSC database) is to find therapeutic biomarker for drug sensitivity. I wonder how to do this kind of ANOVA analysis on my own so as to make this kind ...
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What is the name for this type of sensitivity measure in regression analysis?

I have a way of calculating sensitivity of a regression that is very useful for my particular domain, but I don't know what it is called. I would like a name for it so I can look up additional ...
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Can first order sobol indices be negative?

I am calculating the Sobol indices using the estimators presented in the wiki page: https://en.wikipedia.org/wiki/Variance-based_sensitivity_analysis#First-order_indices I am estimating the indices ...
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How can I compute Sobol indicies in R from a monte carlo simultion given 10,000 runs and 10,000 responses (3 iput parameters)

I am using a hydrological model with 3 input parameters. I have run a montecarlo simulation and i have NASH as the output. i now have 10,000 runs with the three parameters and 10,000 responses (NASH). ...
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How to compute sobol indices from a multi-variate regression model?

I have a dataset that consists of 300 input variables, 200 response variables, and 15000 samples. These response variables are basically a profile of 200 different values of the same response and they ...
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Sensitivity analysis with a uniform distribution

Is it possible to perform a sensitivity analysis on a uniform distribution? For more explanation: I can perform a sensitivity analysis on an exponential distribution by systematically varying the ...
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Metafor package: choice of moderator for bias correction

I am doing a 3-level meta-analysis using rma.mv() function. I found a thread about bias diagnostics with an advice to use "regression test for funnel plot ...
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What do the specific values of the Sobol' indices mean?

I understand that first order and total effect Sobol' indices demonstrate the relative importance of the input parameters on the output of a given model. My question is, do the specific values of each ...
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Testing the difference in sensitivities between two lab tests - with part overlapping populations

I have two rapid diagnostic tests for which I test their sensitivity (+/-) in detecting cases against the gold standard (ELISA, also +/-). I now want to test whether the tests perform significantly ...
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Bayes theorem calculation not giving proper result when calculating the positive predictive value

I have following data from experiment to assess accuracy of test in patients with and without disease: Where T stands for test and D stands for disease. I want to get probability of (D+|T+) with ...
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Can I have an idea of the correlation between input and output with sensitivity analysis in a neural network?

The problem is the following: I trained a NN and now I want to see which input influences the most the output. I thought to compute the sensitivity of the output of the NN with respect to the input, ...
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How we apply a sensitivity analysis on this example?

A sensitivity analysis using a variety of methods may be needed, particularly when studies are few in number.
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sensitivity analyses for full matching

Using the sensitivityfull package from Paul Rosenbaum, how do you input data from a fully matched dataset in MatchIt into the <...
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Intuition for Sobol Indices

I have recently been learning about Sobol indices and have found them quite informative. However, as I have explored them I have encoutnered situations where I have found them counter intuitive and in ...
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Sensitivity analysis with an exponential distribution

Statistics newbie here: If you had to run a local sensitivity analysis for an exponential distribution, would you rather change the λ (e.g. with a 5% increment) or would you take your initial value (...
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Local sensitivity analysis with exponential and uniform distributions as input

For my thesis I need to run a sensitivity analysis on the input factors for a supply chain model. I am supposed to change the mean and the standard deviation (sd) of all input factors respectively by ...
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Estimating parameters of Virial equation using Ordinary Least Squares

I tried to estimate the positive parameters $B$ and $C$ of the Virial equation $pV=\bar{n}(RT+Bp+Cp^2)$, where $\bar{n}=0.25, \, T=300, \, R=8.314$ with the data $$\begin{align} p &= (50,60,\...
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Use of probabilistic sensitivity analysis in determining incidence over time

I'm plotting incidence (y, per 10,000 population) over time (x, years) using results from a simulation model. And seeing when the incidence reaches below a certain incidence target (1/10,000). It was ...
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Best mormalization method for Global sensitivity Morris method

I want to apply the Morris GSA to a solve an engineering problem. In order to normalize the data, is there a recommended method? For example, Min-Max, Z-Score, or perhaps another one? Or any of them ...
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Variance not well suited with multimodal output

I am currently reading the paper 'AN INTRODUCTION TO THE SAFE MATLAB TOOLBOX'. The paper states that one of the criteria to select an appropriate methodology (GSA)is to check the output distribution....
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Is it possible for the sum of the first oder effect (sobol) to be less than 1 and the total effect to be greater than 1?

I have three input parameters for a blackbox model. In oder to check the robustness of the model I carried out variance based sensitivity analysis. Initially, I ran the model 9000 times for each input ...
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Why are total indices in Sobol decomposition so misleading when the output is random?

When we do sensitivity analysis with Sobol indices we usually report two sets of results: First-order indices which represent the portion of variance in model output that can be explained by varying a ...
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How to interpret sensitivity power analyses?

Journals and reviewers increasingly ask authors to systematically report sensitivity power analyses. I know that a sensitivity power analysis allows you to determine the minimum effect size that the ...
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How to compare sensitivity analysis results?

I have performed global sensitivity (Morris one-step-at-a-time) for two conditions, with/without treatment. The results are two list of parameters with according scores, e.g. ...
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What are the sensitivity analyses for propensity score matching-based estimation?

I'm interested in using Propensity Score Matching (PSM) to create matched control vs treatment sample and estimate the treatment effect. But the problem with PSM is that the sample is matched based on ...
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Standardized beta coefficients in nonlinear regression

In linear models $Y=X\beta+\epsilon$, where the errors $\epsilon_i\sim\text{Normal}(0,\sigma^2)$ are independent, the standardized beta coefficients are given by $$ \beta_i^*=\beta_i\frac{\sigma_{x_i}}...
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Probabilistic estimates of Kaplan-Meier curves using S(t) and std.err for each time point

I am working on a survival analysis where I am fitting different parametric models to survival data. Varying the models that I have fit to the data is straightforward, via Cholesky decompositions- but ...
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71 views

Can first order sensitivity indices be greater than the total order sensitivity indices?

I am using variance based sensitivity analysis method from SAFE toolbox in matlab to determine the first order (Si) and total order sensitivity indices (STi). Theoretically, the STi is either equal to ...
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Sensitivity Analysis to Compare Distributions within a Fully Parametric Model

I am attempting to run a fully parametric survival analysis on a dataset of mine. My data is right-skewed with a long tail, and multiple different distributions appear to fit my data well (e.g. ...
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Sensitivity analysis cookbook

Suppose you are asked to replicate a paper and to perform a sensisitivity analysis. Where would you start from? The paper is in Economics so the point is to replicate main tables (multivariate ...
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How to interpret the result from local sensitivity analysis?

I am currently doing local sensitivity analysis on a model that has 40 input parameters. I varied the base case value by 10% within the range of [-1, 1]. While doing so the average change (here, I ...
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384 views

How to use sobol2002 for sensitivity analysis in R?

I have a very basic understanding of R and stat so my question may sound very simple. I am trying to do a sensitivity analysis on a model that takes 30+ input parameters. The model is created in R. ...
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What does it mean if the Sobol main and total effects indices are the same?

What does it mean when the total and main effects ANOVA indices are the same? Does it mean there is zero interaction of the different inputs? Is there some other way to quantify or understand that? I ...
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sensitivity analysis without model

Perhaps I should call it input-output correlation test, and the tricky part is no model exists between those inputs and outputs. The basic idea is there are many inputs and one output, and I would ...
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Individual significance of data points in correlation

In this question on stackoverflow, I asked about how it is possible to find the individual significance of each correlation coefficient of each node. I answered the question myself later stating that ...
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Sensitivity rates where TP =0 and FN =0

In calculating sensitivity rates where TP =0 and FN =0 and the formula is TP/(TP+FN) - although it mathematically won't compute, does this equate to 100% sensitivity since it has correctly identified ...
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Sensitivity Analysis with categorical predictive variables in R

I am doing a project where I have to predict the Sales Units in fashion and intend to run a Random Forest, Neural Networks and Support Vector Machine models. However, my predictive variables are all ...
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Which approach should be used to compare two different measurement techniques of same samples?

I have individually measured failure forces of 8 materials and those recorded with A method and B method in same time: 8 results in each method, A=8 and B=8. The range of data of both measurement ...
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Sensitivity of regression parameters to noise

How sensitive are the parameters obtained from OLS, logistic or other regression methods to noise ? By noise, I mean minor changes. For e.g. adding a small noise $-1<\Delta<1$ to $\beta_1$ in $...
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Analyse sensitivity of hyper-parameters of Machine Learning Models

I want to analyse how sensitive my non neural net machine learning models are to the choice of the different parameters. I am currently using grid search to tune the models. Is there any method that I ...
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325 views

Global sensitivity Morris method - choice of delta and normalisation of the elementary effects

I have few questions regarding the Morris method (as decribed e.g. in Campolongo, Cariboni, Saltelli, Environmental Modelling & Software 22, 2007 or Wenthworth et al. J. Uncertainty Quantification ...
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comparing sensitivities

We want to compare two sampling methods. All patients will go through a DNA test for diagnosis(positive or negative). Then samples are taken to identify the determine the type of bacteria and ...
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346 views

Latin hypercube sampling with categorical variables

I would like to run sensitivity analyses on my agent-based model. My model has 20 parameters that I need to vary. I generated 8 artificial landscapes that vary in resource aggregation (r) and my model ...
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Fitting multiple polynomial regression

I hope someone could advise to interpret and report outputs of the multiple polynomial regression fit. I am trying to do a simple sensitivity analysis of an empirical threshold-based ecological model ...
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Sensitivity and specificity on cases rather than individual days

I have data collected from sensors to detect disease in several individuals. Each individual has a known disease status (labelled Actual in the table below) for ...